The Saxophone, was a Belgian invention and was first used in solo, orchestral and chamber music. Some of the composers included Bizet, Kastner, Thomas, Massenet, Florio, Demerssemann and Singelee. Its first popular use in America was in marching bands. By the beginning of the Twentieth Century it had made its way to the vaudeville stage. The Six Brown Brothers were the first saxophone recording stars, they got their start as clowns in the Ringling Brothers' Circus. More Saxophone Fun.